@inbook{8fd237d1cad9400b86da3a5a8903d35e,
title = "Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games",
abstract = "We present a sufficient condition for a feedback Stackelberg equilibrium of a stochastic differential game on an infinite horizon. This condition gives rise to a system of elliptic partial differential equations involving a static Stackelberg game at the level of Hamiltonian. As an example, we consider a linear quadratic problem, obtain the corresponding algebraic Riccati equation, and provide its solution in the scalar case.",
author = "Alain Bensoussan and Shaokuan Chen and Sethi, {Suresh P.}",
year = "2014",
doi = "10.1007/978-3-319-00669-7_1",
language = "English",
isbn = "9783319006680",
series = "International Series in Operations Research and Management Science",
publisher = "Springer Verlag",
pages = "3--15",
editor = "Ouardighi, {Fouad El} and Konstantin Kogan",
booktitle = "Models and Methods in Economics and Management Science",
address = "Germany",
}